Global Multi-Sector Income
Fixed Income Portfolio Characteristics As of 9/30/2022
| Characteristic | Brandywine Global | F3MTB |
| Average Quality1 | BBB | - |
| Average Maturity (Years) | 8.91 | - |
| Average Modified Duration (Years) | 8.27 | 0.25 |
| Average Coupon (%) | 4.36 | - |
| Average Yield To Worst (%) | 7.40 | 3.30 |
| Average Yield To Maturity (%) | 7.36 | 3.30 |
| Number of Issues | 194 | - |
Quality Allocation As of 9/30/2022
| Quality Rating | Brandywine Global (%) |
| BBB or Higher | 62.2 |
| BB | 19.2 |
| B | 13.4 |
| CCC | 5.2 |
| CC | - |
| D | - |
| Not Rated | - |
Duration Allocation As of 9/30/2022
| Duration Range | Brandywine Global (%) |
| <1 Year | 10.8 |
| 1-3 Years | 28.4 |
| 3-7 Years | 43.3 |
| 7-10 Years | 5.0 |
| 10+ Years | 7.2 |
| No Duration | 5.2 |
Region & Currency Allocation As of 9/30/2022
| Region | Country (%) | Currency (%) |
| Asia-Pacific ex-Japan | 0.4 | 0.0 |
| Emerging Markets | 11.7 | 2.5 |
| Europe ex-Eurozone | 1.3 | 0.1 |
| Eurozone | 3.3 | 0.1 |
| Japan | 0.7 | - |
| Middle East & Africa | 1.8 | - |
| North & Central America | 80.7 | 97.4 |
| Supranational | 1.1 | - |
| Other | -1.0 | - |